-8.6%
MCD vs MA
+17.3%
-25.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | -1.6% | -0.5% | -1.1% | -1.4% |
| 30D | +16.0% | +7.9% | +8.1% | +13.7% |
| 3M | 0.0% | +16.8% | -16.8% | -4.0% |
| 6M | +0.9% | +31.0% | -30.0% | -5.6% |
| YTD | -8.7% | +15.0% | -23.8% | -13.1% |
| 1Y | -8.6% | +17.0% | -25.6% | -13.3% |
| All | -8.6% | +17.3% | -25.8% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling